CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1256 |
1.1254 |
-0.0003 |
0.0% |
1.1266 |
| High |
1.1288 |
1.1291 |
0.0003 |
0.0% |
1.1320 |
| Low |
1.1233 |
1.1192 |
-0.0042 |
-0.4% |
1.1192 |
| Close |
1.1252 |
1.1277 |
0.0025 |
0.2% |
1.1277 |
| Range |
0.0055 |
0.0099 |
0.0045 |
81.7% |
0.0129 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.1% |
0.0000 |
| Volume |
155,508 |
252,917 |
97,409 |
62.6% |
850,270 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1513 |
1.1331 |
|
| R3 |
1.1451 |
1.1414 |
1.1304 |
|
| R2 |
1.1352 |
1.1352 |
1.1295 |
|
| R1 |
1.1315 |
1.1315 |
1.1286 |
1.1333 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1262 |
| S1 |
1.1216 |
1.1216 |
1.1268 |
1.1234 |
| S2 |
1.1154 |
1.1154 |
1.1259 |
|
| S3 |
1.1055 |
1.1117 |
1.1250 |
|
| S4 |
1.0956 |
1.1018 |
1.1223 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1591 |
1.1348 |
|
| R3 |
1.1520 |
1.1463 |
1.1312 |
|
| R2 |
1.1391 |
1.1391 |
1.1301 |
|
| R1 |
1.1334 |
1.1334 |
1.1289 |
1.1363 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1277 |
| S1 |
1.1206 |
1.1206 |
1.1265 |
1.1234 |
| S2 |
1.1134 |
1.1134 |
1.1253 |
|
| S3 |
1.1006 |
1.1077 |
1.1242 |
|
| S4 |
1.0877 |
1.0949 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1320 |
1.1192 |
0.0129 |
1.1% |
0.0067 |
0.6% |
67% |
False |
True |
170,054 |
| 10 |
1.1320 |
1.1164 |
0.0156 |
1.4% |
0.0064 |
0.6% |
72% |
False |
False |
157,646 |
| 20 |
1.1373 |
1.1164 |
0.0209 |
1.9% |
0.0073 |
0.6% |
54% |
False |
False |
119,609 |
| 40 |
1.1423 |
1.1109 |
0.0314 |
2.8% |
0.0071 |
0.6% |
54% |
False |
False |
60,624 |
| 60 |
1.1423 |
1.1020 |
0.0403 |
3.6% |
0.0071 |
0.6% |
64% |
False |
False |
40,578 |
| 80 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0081 |
0.7% |
56% |
False |
False |
30,622 |
| 100 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0076 |
0.7% |
54% |
False |
False |
24,518 |
| 120 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0070 |
0.6% |
40% |
False |
False |
20,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1711 |
|
2.618 |
1.1550 |
|
1.618 |
1.1451 |
|
1.000 |
1.1390 |
|
0.618 |
1.1352 |
|
HIGH |
1.1291 |
|
0.618 |
1.1253 |
|
0.500 |
1.1241 |
|
0.382 |
1.1229 |
|
LOW |
1.1192 |
|
0.618 |
1.1130 |
|
1.000 |
1.1093 |
|
1.618 |
1.1031 |
|
2.618 |
1.0932 |
|
4.250 |
1.0771 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1265 |
1.1265 |
| PP |
1.1253 |
1.1253 |
| S1 |
1.1241 |
1.1241 |
|